+75.4%
USAR vs WST
-11.5%
+86.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | -8.6% | -4.6% | -4.0% | -8.5% |
| 3M | -20.5% | +5.7% | -26.2% | -20.6% |
| 6M | +1.2% | +37.6% | -36.4% | +0.4% |
| YTD | +48.4% | +23.0% | +25.4% | +47.6% |
| 1Y | +30.6% | +33.8% | -3.2% | +29.6% |
| 3Y | +73.6% | -13.4% | +87.0% | +74.2% |
| All | +75.4% | -11.5% | +86.9% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling